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In this paper, multiscale principal component analysis (MSPCA) is proposed for multichannel electrocardiogram (MECG) data compression. In wavelet domain, principal components analysis (PCA) of multiscale multivariate matrices of multichannel signals helps reduce dimension and remove redundant information present in signals. The selection of principal components (PCs) is based on average fractional energy contribution of eigenvalue in a data matrix. Multichannel compression is implemented using uniform quantizer and entropy coding of PCA coefficients. The compressed signal quality is evaluated quantitatively using percentage root mean square difference (PRD), and wavelet energy-based diagnostic distortion (WEDD) measures. Using dataset from CSE multilead measurement library, multichannel compression ratio of 5.98:1 is found with PRD value 2.09% and the lowest WEDD value of 4.19%. Based on, gold standard subjective quality measure, the lowest mean opinion score error value of 5.56% is found.